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subject:"Forecasting model"
subject:"Stock market"
~person:"Machin, Stephen"
~person:"Narayan, Paresh Kumar"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~subject:"United Kingdom"
~type:"article"
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Forecasting model
Stock market
United Kingdom
Estimation
219
Schätzung
219
Börsenkurs
70
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70
Capital income
62
Kapitaleinkommen
62
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Machin, Stephen
Narayan, Paresh Kumar
Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
94
Zaremba, Adam
41
Gil-Alaña, Luis A.
37
McMillan, David G.
34
Ma, Feng
33
Balcilar, Mehmet
26
Caporale, Guglielmo Maria
24
Zhang, Yaojie
24
Wang, Yudong
23
Moosa, Imad A.
21
Tiwari, Aviral Kumar
19
Salisu, Afees A.
18
Demirer, Rıza
17
Sehgal, Sanjay
17
Bouri, Elie
16
Xuan Vinh Vo
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Chiang, Thomas C.
15
Jawadi, Fredj
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Kumar, Dilip
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Nonejad, Nima
15
Blundell, Richard W.
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Wei, Yu
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Yoon, Seong-min
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11
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11
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11
Döpke, Jörg
11
Hamori, Shigeyuki
11
Jenkins, Stephen
11
Long, Huaigang
11
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Journal of international financial markets, institutions & money
8
Finance research letters
6
Applied economics letters
5
Emerging markets review
5
International review of economics & finance : IREF
4
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
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3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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98
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
3
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
Saved in:
6
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
7
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
8
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
9
Is there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, Paresh Kumar
;
Gong, Qiang
;
Ali Ahmed, Huson Joher
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 179-182
Persistent link: https://www.econbiz.de/10012803472
Saved in:
10
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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